Related papers: Large Time Behaviour and the Second Eigenvalue Pro…
A quantum system S undergoing continuous time measurement is usually described by a jump-diffusion stochastic differential equation. Such an equation is called a stochastic master equation and its solution is called a quantum trajectory.…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
We study a kinetic mean-field equation for a system of particles with different sizes, in which particles are allowed to coagulate only if their sizes sum up to a prescribed time-dependent value. We prove well-posedness of this model, study…
The approach to equilibrium is studied for long-range quantum Ising models where the interaction strength decays like r^{-\alpha} at large distances r with an exponent $\alpha$ not exceeding the lattice dimension. For a large class of…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
A generic non-integrable (unitary) out-of-equilibrium quantum process, when interrogated across many times, is shown to yield the same statistics as an (non-unitary) equilibrated process. In particular, using the tools of quantum stochastic…
We study a Markovian model for the random fragmentation of an object. At each time, the state consists of a collection of blocks. Each block waits an exponential amount of time with parameter given by its size to some power $\alpha$,…
In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of…
We consider first-order conservative systems of particles with binary Coulomb interactions in the mean-field scaling regime in dimensions $d\geq 3$. We show that if at some time, the associated sequence of empirical measures converges in a…
In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and are associated with a Markov chain and a potential function.…
We investigate the equilibration of an isolated macroscopic quantum system in the sense that deviations from a steady state become unmeasurably small for the overwhelming majority of times within any sufficiently large time interval. The…
In this note we discuss a paradigmatic example of interacting particles subject to non conservative external forces and to the action of thermostats consisting of external (finite) reservoirs of particles. We then consider a model of…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
We analyze general enough models of repeated indirect measurements in which a quantum system interacts repeatedly with randomly chosen probes on which Von Neumann direct measurements are performed. We prove, under suitable hypotheses, that…
This thesis investigates critical phenomena and equilibrium states in various stochastic models through three interconnected studies. In the first chapter, we analyze the Activated Random Walk model on a one-dimensional ring in the…
This study explores the relationship between the precise asymptotics of the level-two large deviation rate function and the behavior of metastable stochastic systems. Initially identified for overdamped Langevin dynamics (Ges{\`u} et al.,…
We investigate the second time scale of the metastable behavior of the reversible inclusion process in an extension of the study by [Bianchi, Dommers, and Giardin\`a, Electronic Journal of Probability, 22: 1-34, 2017], which presented the…
We study the geometric ergodicity and the long time behavior of the Random Batch Method for interacting particle systems, which exhibits superior numerical performance in recent large-scale scientific computing experiments. We show that for…